Collateralization under stress
Sushi (SushiSwap) — v2 + v3 + Trident + BentoBox/Kashi + SushiXSwap's assessment for RD-F-068 — scored not_applicable on the v1.7.0 rubric. The evidence below is the curator's reasoning for this score.
Evidence summary #
Collateralization ratio is a lending-specific factor (PD-024). SushiSwap core AMM does not have collateral positions. Kashi lending is deprecated — no active collateral positions being opened; existing positions are frozen with no active management interface. Not applicable to the scoreable AMM surface.
Sources #
- InternalProtocol profile §11 — economic analyst flags.research/protocols/sushi/00-profile.md §11: Kashi/BentoBox is isolated lending within AMM slug; Cat 4 lending factors apply on meritsretrieved 2026-05-17
Methodology #
Determine whether under curator-defined stress scenario (top-3 collateral assets drop 50%), protocol net collateralization falls below 110%.
See the full factor methodology and distribution across all protocols →
rubric_version v1.7.0 protocol sushi factor RD-F-068 score not_applicable collected_at 2026-05-16 19:50:37